+1 for replacing the group list in the DT clipper with the standard group selector (which allows for creating a new group as @KruePe suggested)
Meanwhile, as a workaround, I usually save PDFs by printing from Safari Reader, selecting the Save PDF to DEVONthink Pro option from the Print > PDF menu. I have set Preferences > Import > Destination > Select Group, and that causes the group selector to pop open.